xVA trading is the practice of pricing and hedging derivatives after including the full family of valuation adjustments.

xVA trading is the practice of pricing and hedging derivatives after including the full family of valuation adjustments. These x-value adjustments cover CVA (credit), DVA (debt), FVA (funding), MVA (margin), KVA (capital) and ColVA (collateral). Together, they convert counterparty risk, collateral terms, funding costs, and regulatory capital into transparent prices and actionable hedges. An effective XVA desk partners with sales, trading, and risk to quote executable prices, manage P&L attribution, and optimize balance sheet usage across portfolios. With clearing, SA-CCR, and Basel III/IV increasing capital and liquidity charges, xVA trading has become central to competitive derivatives businesses. Whether you trade interest rate swaps, FX, equity, or commodity options, mastering XVA can sharpen client pricing, reduce unexpected losses, and free scarce capital. From pre-deal analytics and limits to dynamic hedging of credit spreads and funding, a modern XVA platform delivers speed, accuracy, and explainability. Explore how our solutions help you implement best-in-class xVA trading workflows to model, measure, and manage valuation adjustments in real time.

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